In contemporary usage, I can only name "Antique Epigraphs" by Jerome Robbins. In older ballets, there are portions which have only women dancing, as in the Dances of the Wilis in Giselle. In operas, there are sections which have only women dancing as part of the plot, as in Russlan and Liudmilla, or the original of Faust, but an all-female cast is a rare thing.

This is of strictly academic interest, but I can't resist mentioning the Meyerbeer opera, Robert le Diable, where there's a ballet for the ghosts of nuns who were unfaithful to their vows. This work (1831) was one of the great successes in operatic history, and helped make the reputation of the Paris Opera. I've never seen it, so can't report on the costumes or choreography.